Regime switching, exchange rate volatility and intervention in BRICS currency markets
Year of publication: |
May 2020
|
---|---|
Authors: | Das, Suman ; Roy, Saikat Sinha |
Publisher: |
New Delhi (India) : RIS, Research and Information System for Developing Countries |
Subject: | Exchange Rate | Markov Regime Switching | Volatility | Exchange Market Pressure | Intervention Index | Market Synchronization | BRICS | Volatilität | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | BRICS-Staaten | BRICS countries | Devisenmarkt | Foreign exchange market | Markov-Kette | Markov chain | Schätzung | Estimation |
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